Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-06-22 0.308180 0.335575 0.365324 0.400209 0.440232 0.484996 0.539251
2025-06-29 0.271701 0.306728 0.346902 0.396936 0.458369 0.532416 0.630135
2025-07-06 0.242358 0.280587 0.326169 0.385499 0.462206 0.560299 0.699232
2025-07-13 0.227860 0.269740 0.321437 0.391510 0.486635 0.615544 0.811812
2025-07-20 0.215934 0.260434 0.317005 0.396427 0.509036 0.670010 0.932744
2025-07-27 0.203467 0.249081 0.308459 0.394267 0.520469 0.709423 1.037779
2025-08-03 0.194240 0.241068 0.303383 0.395925 0.536921 0.757929 1.167563
2025-08-10 0.181671 0.227609 0.289678 0.383643 0.530470 0.768481 1.231708
2025-08-17 0.169902 0.214492 0.275491 0.369299 0.518990 0.768634 1.275556
2025-08-24 0.163391 0.208233 0.270531 0.368254 0.528434 0.805642 1.401491
2025-08-31 0.160899 0.207396 0.273204 0.378968 0.558210 0.883376 1.637000
2025-09-07 0.156365 0.203342 0.270810 0.381350 0.573817 0.936900 1.835020
2025-09-14 0.150592 0.197354 0.265382 0.378765 0.581045 0.976638 2.018001
2025-09-21 0.145330 0.191845 0.260340 0.376378 0.588320 1.017792 2.222613
2025-09-28 0.138598 0.183845 0.251014 0.366064 0.579598 1.023081 2.325169
2025-10-05 0.136038 0.181954 0.251074 0.371752 0.602149 1.102304 2.701024
2025-10-12 0.133409 0.179811 0.250574 0.376360 0.623066 1.182298 3.132948
2025-10-19 0.129574 0.175640 0.246575 0.374383 0.630264 1.230220 3.477703
2025-10-26 0.126704 0.172830 0.244619 0.375929 0.644991 1.300849 3.978182
2025-11-02 0.121475 0.166141 0.235977 0.364548 0.630666 1.290588 4.092716
2025-11-09 0.116155 0.159147 0.226570 0.351236 0.611020 1.262744 4.106032
2025-11-16 0.113470 0.156216 0.223808 0.350266 0.618713 1.314207 4.593090
2025-11-23 0.112940 0.156662 0.226701 0.360214 0.652231 1.450118 5.760544